This paper builds on the work of Dr. Richard Davis, Dr. Thomas Lee, and Dr. Gabriel Rodriguez-Yam on the algorithm of AutoPARM. AutoPARM is an algorithm that uses a genetic algorithm to select the optimal number and locations of structural breaks in a the piecewise autoregressive (AR) process. Using the algorithm as a method to detect break points in a non-stationary time series, this paper will apply the AutoPARM algorithm to the historical stock prices of a single company – in this case, Merck & Co. (MRK). The objective of this paper will be to compare the outcomes of the AutoPARM procedure and real-life timing of the events that would influence the breakpoints of the time series model.